<p>
  Gurrib (2020) is the first published research paper to analyze the predictive power of Ichimoku Clouds for the 
  largest 10 stocks in the US energy sector. In this tutorial, we implement a similar strategy while reducing the 
  effect of look-ahead bias integrated into the original study. Our findings show that while the strategy has an 
  impressive 176 Sharpe ratio during the downfall of the 2020 oil price war, the strategy has worse performance than 
  found by Gurrib (2020). We discover that throughout a 5 year backtest, the strategy fails to beat the benchmark of 
  a popular energy sector ETF.
</p>
